期货保值

试析LME市场对生产企业期货保值操作的作用

Enlightenment on enterprises operation of keeping futures value from LME market

第三部分其他和第四部分为股指期货保值率实证研究。

The others and the fourth part proves subject theory to Empirical Study and Hedging Effect on the Stock Index Futures .

该策略可以成功有效地减少企业在期货保值头寸上的亏损，降低企业的保值成本，帮助企业实现成功保值。

This strategy can effectively reduce the loss in the futures hedge position ; reduce the hedge cost ; and help companies achieve successful hedge .

期货套期保值VaR风险的最优期货量算法设计

Futures-based hedge risk VaR optimal design algorithm futures volume

为了对我国期货套期保值的有效性问题进行实证研究，采用SPSS软件对我国期货市场上发展相对较成熟的铜期货和相对不成熟的棉花期货进行回归分析。

In order to study the effectiveness of futures hedge in China , a regression analysis of the mature copper futures and immature cotton futures by SPSS is made .

实证结果得出，传统的股指期货套期保值模型在应用中确实存在着缺陷，在不符合OLS假设情况下，简单线性回归得到的回归系数并不是最小风险套期保值比率的最佳估计值。

Empirical results is that OLS model has that defects in application . Therefore , the regression coefficient of the simple linear regression is not the best estimate of the minimum risk hedge ratio in the case of not meeting for the OLS assumptions .

期货套期保值的多期多目标规划模型

A Multi - period Multi-objective Programming Model for Futures Hedging Strategy

考虑偏度风险和峰度风险的非线性期货套期保值模型

Nonlinear Futures Hedging Model Based on Skewness Risk and Kurtosis Risk

考虑交易费用的复合期货套期保值策略及其在武器采购中的应用

Compound hedging method considering transaction costs and its application in weapon purchase

基于收益与风险比率的期货套期保值策略

The Futures Hedging Strategy Based on the Ratios between Profits and Risk

浅议中国股指期货套期保值风险的动态监控

Dynamic supervision of China stock future hedging value keeping risk

棉花期货套期保值及其在棉纺织企业中的应用

Cotton Futures Hedging and Its Applications in the Textile Industry

第三章A建筑公司运用钢材期货套期保值的问题与策略。

Problems and strategies that A construction enterprise uses for futures hedging .

商品期货套期保值交易策略的实证研究

An Empirical Study on Transaction Strategies about Soybean Futures Hedging

期货套期保值的最优套头比分析

An analysis of the best hedge ratio with the futures

期货套期保值优化决策模型及其应用研究

The Research on Futures Hedging Optimal Model and Its Application

我国黄金期货套期保值绩效的实证研究

Empirical Analysis on Gold Products Futures Hedging Functions in China

基于风险最小的期货套期保值优化模型研究

The Research on the Optimal Futures Hedging Model Based on the Minimum Risk

期货套期保值的最小二阶矩方法

The Method of Least Second Moment of Futures Hedging

股指期货套期保值率的小波分析方法

Hedge Ratio of Stock Index Futures Using Wavelet Analysis

外币标价股指期货套期保值方法及实证分析

The Method and Empirical Analysis of Hedging with Foreign Currency Denominated Stock Index Futures

境外期货套期保值路漫漫

The Road of Hedge Abroad is Long

期货套期保值的设计模型

A Design Model of Future 's Hedging

明确股指期货套期保值会计处理应采取现金流量套期会计方法。

It eventually concluded the adoption of the cash flow hedging accounting method for stock index future transactions .

基于风险最小化的期货套期保值比率的确定

A new process is treated on the basis of C. The Ascertainment of Future Hedge Ratio for Minimum Risk

指数期货套期保值实证研究&以香港恒生指数期货为例

The Experimental Research of Hedging through Stock Index Futures & The Example of Hong Kong Hang Seng Index Future

期货套期保值技术，对中小市场参与者和大型机构的金融投资行为都具重要影响。

Cross hedging with futures are of great important to making decisions for both small investors and large investment houses .

期货套期保值模型的研究经历了传统全额套期保值、线性回归、线性均值-方差三个发展阶段。

The research about futures hedging model has experienced three stages of development-traditional hedging , linear regression , Linear mean variance .

期货套期保值交易成为众多国内企业应对现货价格波动的风险管理工具。

The futures hedging transactions have become the risk management tools of many domestic enterprises , to cope with fluctuations of the spot price .

本文首先论述了期货套期保值与风险控制等的相关理论，介绍了期货套期保值风险控制的国内外研究现状。

This paper discusses the futures hedging and risk control , and introduces the related theory of futures hedging risk control and research status .